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Global Opportunistic Total Return

Fixed Income Portfolio Characteristics As of 12/31/2021

Characteristic Brandywine Global WGBI
Average Quality1 A+ AA
Average Maturity (Years) 7.04 9.75
Average Modified Duration (Years) 5.17 8.71
Average Coupon (%) 2.75 1.68
Current Yield (%) 2.71 -
Average Yield To Maturity (%) 2.47 0.76
Number of Issues 58 1,154

Quality Allocation As of 12/31/2021

Quality Rating Brandywine Global (%)
AAA 45.9
AA 12.5
A 11.9
BBB 20.3
BB or Lower 9.5
Not Rated -

Duration Allocation As of 12/31/2021

Duration Range Brandywine Global (%)
<1 Year 56.4
1-3 Years 5.1
3-7 Years 11.0
7-10 Years 11.9
10+ Years 12.7
No Duration 3.0

Region & Currency Allocation As of 12/31/2021

Region Country (%) Currency (%) WGBI (%)
Asia-Pacific ex-Japan 14.0 2.3 1.7
Emerging Markets 25.5 41.3 2.0
Europe ex-Eurozone - 3.8 5.8
Eurozone 0.2 5.3 32.3
Japan - 4.9 16.3
Middle East & Africa - - 0.4
North & Central America 60.6 42.5 41.5
Other -0.3 - -